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Advanced Risk Management Training Course


22 - 24 February 2021

Central London

Agenda Summary (access the full agenda for Advanced Risk Management here)

  • Market Risk Management
  • Market Risk - Methodology
  • Market Risk – Stress and Scenarios
  • The Division Between Market and Credit Risk
  • Funding and Liquidity Risk Management
  • Market Risk Management for Funds
  • Credit Risk
  • Portfolio Credit Risk
  • Managing Credit Risk
  • Credit Derivatives
  • Managing Credit Risk Collectively
  • The Role of Capital and the Relationship to Other Risks
  • Basel III and Further Developments
  • What Risks Have Been Missed?
  • Risk Measures and Reporting in Major Banks

Workshops, Exercises, Case Studies and Discussions

  • Market risk measures
  • Simple portfolio credit risk modelling
  • Basket credit products
  • Based on Chief Credit Office Role
  • The demise of Lehman Brothers – what went wrong?
  • Q&A Discussion session